+389.6%
BE vs TFC
+13.9%
+375.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | +23.9% | -1.3% | +25.2% | +24.3% |
| 30D | +27.8% | -2.3% | +30.2% | +28.6% |
| 3M | +3.7% | +2.5% | +1.3% | +2.0% |
| 6M | +78.0% | +9.5% | +68.5% | +68.5% |
| YTD | +209.9% | +5.1% | +204.9% | +197.4% |
| 1Y | +389.6% | +15.5% | +374.1% | +354.8% |
| All | +389.6% | +13.9% | +375.7% | +354.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling